If your goal is pure strength, then gain the weight. Most people do have a set-point in regards to the weight they usually hover around. Deviation from that can get tricky because it usually involves a lifestyle change... and everyone on Earth is basically a pussy and terrified of change.
Set-points can definitely change through diet and activity changes.I used to have a very hard time gaining weight. No matter what I ate I sat around 265-270. I went on a diet last year and got down to 229. I have been trying to gain weight again so now I am around 280-285 with little effort. But it took my a while to start gaining weight again after the diet. I changed my set-point twice and now it is higher than when I started, does that make sense?
Anyway, I say try going up in weight. If you feel like shit and don't get stronger, just loose the weight and get back to whatever weight you are comfortable at.